+131.1%
HSY vs KIM
+63.9%
+67.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.5% |
| 7D | +1.1% | -1.0% | +2.1% | +1.3% |
| 30D | +7.7% | +14.8% | -7.1% | +4.9% |
| 3M | -2.3% | +8.1% | -10.4% | -3.7% |
| 6M | -5.3% | +11.7% | -17.0% | -7.3% |
| YTD | -0.9% | +30.7% | -31.6% | -5.8% |
| 1Y | +5.2% | +29.7% | -24.5% | +0.2% |
| 3Y | +0.7% | +65.1% | -64.3% | -8.6% |
| 5Y | +12.2% | +34.7% | -22.4% | +4.2% |
| 10Y | +131.1% | +64.1% | +67.0% | +94.3% |
| All | +131.1% | +63.9% | +67.3% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling